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First Trust Indxx Innovative Transaction & Process...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33741X2018

CUSIP

33741X201

Issuer

First Trust

Inception Date

Jan 24, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Indxx Blockchain Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
LEGR vs. BLOK LEGR vs. VGT LEGR vs. BITO LEGR vs. GBTC LEGR vs. DAPP LEGR vs. IBIT LEGR vs. VOO LEGR vs. IBLC
Popular comparisons:
LEGR vs. BLOK LEGR vs. VGT LEGR vs. BITO LEGR vs. GBTC LEGR vs. DAPP LEGR vs. IBIT LEGR vs. VOO LEGR vs. IBLC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Indxx Innovative Transaction & Process ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.97%
12.92%
LEGR (First Trust Indxx Innovative Transaction & Process ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Indxx Innovative Transaction & Process ETF had a return of 16.79% year-to-date (YTD) and 24.59% in the last 12 months.


LEGR

YTD

16.79%

1M

-0.59%

6M

8.98%

1Y

24.59%

5Y (annualized)

11.24%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of LEGR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.98%3.28%2.87%-2.61%3.68%1.38%1.43%2.59%4.73%-2.51%16.79%
20239.81%-2.71%2.36%0.11%-0.96%5.17%3.67%-3.54%-3.27%-3.44%9.15%5.64%22.79%
2022-0.42%-6.56%-0.12%-8.64%1.90%-8.40%3.93%-3.47%-10.17%5.12%12.69%-4.28%-19.01%
20210.35%4.73%2.10%2.46%3.49%-0.51%-0.07%3.56%-2.95%4.00%-3.41%3.23%17.91%
2020-1.08%-6.08%-15.96%8.94%4.66%3.81%5.63%5.87%-4.33%-1.97%16.87%4.80%18.73%
20199.36%3.48%1.23%4.83%-7.36%6.77%0.39%-3.40%1.66%2.58%2.53%3.90%27.99%
2018-0.07%-1.83%-1.45%-0.45%1.07%-1.15%3.09%2.07%0.50%-9.20%0.13%-7.10%-14.11%

Expense Ratio

LEGR features an expense ratio of 0.65%, falling within the medium range.


Expense ratio chart for LEGR: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LEGR is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LEGR is 6565
Combined Rank
The Sharpe Ratio Rank of LEGR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LEGR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LEGR is 5959
Omega Ratio Rank
The Calmar Ratio Rank of LEGR is 6969
Calmar Ratio Rank
The Martin Ratio Rank of LEGR is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LEGR, currently valued at 1.90, compared to the broader market0.002.004.001.902.54
The chart of Sortino ratio for LEGR, currently valued at 2.62, compared to the broader market-2.000.002.004.006.008.0010.0012.002.623.40
The chart of Omega ratio for LEGR, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.47
The chart of Calmar ratio for LEGR, currently valued at 2.55, compared to the broader market0.005.0010.0015.002.553.66
The chart of Martin ratio for LEGR, currently valued at 13.15, compared to the broader market0.0020.0040.0060.0080.00100.0013.1516.26
LEGR
^GSPC

The current First Trust Indxx Innovative Transaction & Process ETF Sharpe ratio is 1.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Indxx Innovative Transaction & Process ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.90
2.54
LEGR (First Trust Indxx Innovative Transaction & Process ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Indxx Innovative Transaction & Process ETF provided a 2.27% dividend yield over the last twelve months, with an annual payout of $1.06 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.06$1.05$0.91$0.78$0.36$0.65$0.33

Dividend yield

2.27%2.56%2.64%1.80%0.95%2.04%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Indxx Innovative Transaction & Process ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.09$0.00$0.00$0.54$0.00$0.00$0.26$0.00$0.00$0.89
2023$0.00$0.00$0.11$0.00$0.00$0.48$0.00$0.00$0.28$0.00$0.00$0.17$1.05
2022$0.00$0.00$0.06$0.00$0.00$0.51$0.00$0.00$0.24$0.00$0.00$0.09$0.91
2021$0.00$0.00$0.03$0.00$0.00$0.27$0.00$0.00$0.17$0.00$0.00$0.32$0.78
2020$0.00$0.00$0.03$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.10$0.36
2019$0.00$0.00$0.08$0.00$0.00$0.20$0.00$0.00$0.27$0.00$0.00$0.11$0.65
2018$0.01$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.10$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.80%
-0.88%
LEGR (First Trust Indxx Innovative Transaction & Process ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Indxx Innovative Transaction & Process ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Indxx Innovative Transaction & Process ETF was 36.12%, occurring on Mar 16, 2020. Recovery took 166 trading sessions.

The current First Trust Indxx Innovative Transaction & Process ETF drawdown is 1.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.12%Feb 13, 202022Mar 16, 2020166Nov 9, 2020188
-31.45%Jan 13, 2022187Oct 11, 2022352Mar 7, 2024539
-19.98%Sep 26, 201862Dec 24, 201878Apr 17, 2019140
-11.2%Jan 30, 20188Feb 8, 2018140Aug 29, 2018148
-8.58%Jul 25, 201916Aug 15, 201957Nov 5, 201973

Volatility

Volatility Chart

The current First Trust Indxx Innovative Transaction & Process ETF volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.96%
LEGR (First Trust Indxx Innovative Transaction & Process ETF)
Benchmark (^GSPC)